Public Function Brownian_process(ByVal j, ByVal N, ByVal r, ByVal sigma)
'Simulate a Brownian process N(r,sigma) startting at time t(j)

Dim vec() As Double
Dim i As Long

ReDim vec(j To N)

For i = j To N
    vec(i) = r + sigma * Gauss()
Next i
Brownian_process = vec
End Function